Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets

DOI10.1016/S0005-1098(97)00002-2zbMath0886.93068WikidataQ127532712 ScholiaQ127532712MaRDI QIDQ1362427

Patrick Guillaume, Gerd Vandersteen, Rik Pintelon, Johan Schoukens

Publication date: 10 May 1998

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

frequency-domain identificationsample covariance matriceslinear SISO system

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Identification in stochastic control theory (93E12)

Related Items (21)

Modified AIC rule for model selection in combination with prior estimated noise models ⋮ Frequency-domain subspace system identification using non-parametric noise models ⋮ A frequency domain approach for local module identification in dynamic networks ⋮ Errors-in-variables identification using maximum likelihood estimation in the frequency domain ⋮ Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach ⋮ Uncertainty of transfer function modelling using prior estimated noise models ⋮ Frequency domain sample maximum likelihood estimation for spatially dependent parameter estimation in PDEs ⋮ Identification of continuous-time errors-in-variables models ⋮ An improved bias-compensation approach for errors-in-variables model identification ⋮ On closed-loop system identification using polyspectral analysis given noisy input-output time-domain data ⋮ Identification of static errors-in-variables models: The rank reducibility problem ⋮ Box-Jenkins alike identification using nonparametric noise models ⋮ A generalised instrumental variable estimator for multivariable errors-in-variables identification problems ⋮ Identification of linear systems with nonlinear distortions ⋮ Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification ⋮ Errors-in-variables methods in system identification ⋮ Box-Jenkins continuous-time modeling ⋮ Robust control oriented identification of errors-in-variables models based on normalised coprime factors ⋮ An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems ⋮ Kernel-based identification of asymptotically stable continuous-time linear dynamical systems ⋮ Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating linear statistical relationships
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Properties of some estimators for the errors-in-variables model
• Maximum likelihood and least squares estimation in linear and affine functional models
• Convergence properties of the generalised least squares identification method
• Maximum Likelihood Estimation of a Linear Functional Relationship

This page was built for publication: Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets